+124.7%
IYR vs CAPR
-99.1%
+223.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.9% | +9.8% | -0.1% |
| 7D | +2.1% | +7.6% | -5.5% | +2.1% |
| 30D | +7.2% | +13.3% | -6.1% | +7.1% |
| 3M | +0.4% | +130.4% | -130.0% | -0.1% |
| 6M | +1.4% | -70.8% | +72.2% | +1.6% |
| YTD | +11.3% | -69.3% | +80.6% | +11.5% |
| 1Y | +10.5% | +59.5% | -49.0% | +8.7% |
| 3Y | +41.7% | +216.8% | -175.1% | +38.2% |
| 5Y | +7.1% | +152.7% | -145.6% | +4.3% |
| 10Y | +89.1% | -68.2% | +157.3% | +82.3% |
| All | +124.7% | -99.1% | +223.9% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling